পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| ফুরিয়ার তোদা-ইয়ামামোতো গ্রেঞ্জার কজালিটি টেস্ট× | ভেক্টর অটো রিগ্রেশন (VAR) মডেল× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর≠ | 2019 | 2005 |
| প্রবর্তক≠ | Yilanci, Ozgur (building on Toda and Yamamoto 1995; Becker, Enders, and Hurn 2004) | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition |
| ধরন≠ | Granger causality test | Multivariate time-series model |
| মৌলিক উৎস≠ | Yilanci, V., & Ozgur, O. (2019). Testing the Fourier Toda-Yamamoto causality test with an application to energy demand. Energy Economics, 84, 104498. link ↗ | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ |
| অপর নাম | FTY causality, Fourier TY causality, Toda-Yamamoto causality with Fourier approximation, FTY Granger causality | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon |
| সম্পর্কিত≠ | 3 | 4 |
| সারসংক্ষেপ≠ | The Fourier Toda-Yamamoto (FTY) causality test extends the classical Toda-Yamamoto procedure by embedding Fourier trigonometric terms in the augmented VAR to capture smooth, gradual structural breaks in the deterministic component. It retains the key advantage of the Toda-Yamamoto approach — Granger causality can be tested without pre-testing for integration or cointegration order — while dramatically improving size and power when breaks occur. | Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005). |
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